Put-Call Implied Volatility Ratio (150-Day)

Put-Call Implied Volatility Ratio: The ratio of implied volatilities of the at-the-money puts to the at-the-money calls.

SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No K-1 ETF (CERY) had 150-Day Put-Call Implied Volatility Ratio of 1.2218 for 2026-01-16.

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Figures for 2026-01-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1595
Historical Volatility (Parkinson)	0.0872
Implied Volatility (Calls)	0.2189
Implied Volatility (Puts)	0.2674
Implied Volatility (Mean)	0.2431
Put-Call Implied Volatility Ratio	1.2218
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--